Title 12

PART 1221 APPENDIX B



Appendix B to Part 1221 - Margin Values for Eligible Noncash Margin Collateral.

12:10.0.2.2.16.0.1.13.4 : Appendix B

Appendix B to Part 1221 - Margin Values for Eligible Noncash Margin Collateral.

Table B - Margin Values for Eligible Noncash Margin Collateral

Asset class Discount (%)
Eligible government and related (e.g., central bank, multilateral development bank, GSE securities identified in § 1221.6(a)(2)(iv) or (b)(5) debt: residual maturity less than one-year 0.5
Eligible government and related (e.g., central bank, multilateral development bank, GSE securities identified in § 1221.6(a)(2)(iv) or (b)(5) debt: residual maturity between one and five years 2.0
Eligible government and related (e.g., central bank, multilateral development bank, GSE securities identified in § 1221.6(a)(2)(iv) or (b)(5) debt: residual maturity greater than five years 4.0
Eligible GSE debt securities not identified in § 1221.6(a)(2)(iv) or (b)(5): residual maturity less than one-year 1.0
Eligible GSE debt securities not identified in § 1221.6(a)(2)(iv) or (b)(5): residual maturity between one and five years: 4.0
Eligible GSE debt securities not identified in § 1221.6(a)(2)(iv) or (b)(5): residual maturity greater than five years: 8.0
Other eligible publicly traded debt: residual maturity less than one-year 1.0
Other eligible publicly traded debt: residual maturity between one and five years 4.0
Other eligible publicly traded debt: residual maturity greater than five years 8.0
Equities included in S&P 500 or related index 15.0
Equities included in S&P 1500 Composite or related index but not S&P 500 or related index 25.0
Gold 15.0